Here is a small collection of ideas and links to help instrumentalists to understand of the concepts of Music Theory.
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Scale Degree Numbers

Students can begin understanding music theory by associating the numbers 1 through 8 with scale degrees. Have them play and vocalize the numbers using different various of arpeggios and chords. It's productive to work in vocabulary as the students develop skills to play and/or recognize the numerical combination. This concept can also be expanded to playing and recognizing cadences, altered chords, and other scales or modes.

Examples

1, 2, 3, 4, 5, 6, 7, 8 = B flat major scale

1, 3, 5 = Tonic chord or arpeggio

1, lowered 3, 5 = minor chord or arpeggio

Melodic Analysis

Melody is one of the most basic elements of music. As students in lessons or ensemble play melodies, they should also become familiar with the vocabulary and characteristics which make a melody what it is!. Rehearsal is a great time to "sneak in" a bit of music theory.
A few links to brainstorm ideas:

http://jan.ucc.nau.edu/~krr2/mel_anal.html

http://cnx.org/content/m11647/latest/